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NXP Semiconductors N NXPI 265.01 2.22 0.84%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $263.69
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$5.56 $258.13 – $269.25 $257.02 – $270.36 $251.74 – $275.64
2 sessions ±2.9% ±$7.75 $255.94 – $271.44 $254.30 – $273.08 $247.00 – $280.38
3 sessions ±3.7% ±$9.76 $253.93 – $273.45 $252.06 – $275.32 $242.94 – $284.44
1 week ±4.7% ±$12.39 $251.30 – $276.08 $248.53 – $278.85 $237.29 – $290.09
2 weeks ±6.6% ±$17.38 $246.31 – $281.07 $242.17 – $285.21 $226.59 – $300.79
3 weeks ±8.1% ±$21.39 $242.30 – $285.08 $237.11 – $290.27 $218.49 – $308.89
1 month ±9.6% ±$25.26 $238.43 – $288.95 $232.15 – $295.23 $210.13 – $317.25
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.68%
Average actual move
4.04%
Beyond the implied move
1 / 2
Median IV change
-26.74%
Reaction session Implied Actual Used ATM IV before → after
April 29, 2025 ±6.90% -6.94% 1.01× 61.9% → 45.3%
February 04, 2025 ±6.45% -1.14% 0.18× 53.5% → 36.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →